This paper studies the strong and weak representation of M-estimates of multiple regression coefficients when the convexity condition is not assumed.The order of the remainder term,or its principal part,is accurate.Us...This paper studies the strong and weak representation of M-estimates of multiple regression coefficients when the convexity condition is not assumed.The order of the remainder term,or its principal part,is accurate.Using the result,we obtain the convergence rate,the LIL and Berry-Esseen type bounds of the M-estimate.展开更多
基金Project supported by the National Natural Science Foundation of China
文摘This paper studies the strong and weak representation of M-estimates of multiple regression coefficients when the convexity condition is not assumed.The order of the remainder term,or its principal part,is accurate.Using the result,we obtain the convergence rate,the LIL and Berry-Esseen type bounds of the M-estimate.
